A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Systematic Interest-Rate Risk in a Two-Index Model of Returns

1974 • 300 citations

Investment Analysis and Portfolio Management.

1969 • 204 citations

Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings

1974 • 125 citations

A Test of Stone's Two-Index Model of Returns

1977 • 110 citations

Interest Rate Sensitivity and Portfolio Risk

1977 • 58 citations

RATE REGULATION, CAPITAL STRUCTURE, AND THE SHARING OF INTEREST RATE RISK IN THE ELECTRIC UTILITY INDUSTRY†

1978 • 18 citations

Rate Regulation, Capital Structure, and the Sharing of Interest Rate Risk in the Electric Utility Industry

1978 • 16 citations

Comment: A Test of Stone's Two-Index Model of Returns

1979 • 16 citations